A variational representation for certain functionals of Brownian motion (Q1307458)
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scientific article; zbMATH DE number 1355212
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A variational representation for certain functionals of Brownian motion |
scientific article; zbMATH DE number 1355212 |
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A variational representation for certain functionals of Brownian motion (English)
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9 May 2000
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variational representation
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Brownian motion
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large deviations
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relative entropy
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0.9548667
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0.9299478
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0.9244418
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0.9223614
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0.92051226
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0.91716003
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